+27.2%
GFS vs NVS
+25.4%
+1.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +7.4% | -1.3% | +8.6% | +7.5% |
| 30D | -15.3% | +9.3% | -24.5% | -16.2% |
| 3M | -21.1% | +5.8% | -26.9% | -22.0% |
| 6M | -44.5% | +7.2% | -51.7% | -45.8% |
| YTD | +19.2% | +20.0% | -0.7% | +10.6% |
| 1Y | +27.2% | +25.4% | +1.9% | +16.2% |
| All | +27.2% | +25.4% | +1.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling